Anic Equity¶

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Total return since start: 0.737 %¶

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Equity now: -----------------------------> 53053.08 Kr¶

Max Equity ever reached: ------------> 53066.34 Kr¶

Portfolio value: --------------------------> 33215.44 Kr¶

PnL: ---------------------------------------> -33.73 Kr¶

DD now: ---------------------------------> -0.025 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 15:28:35.657154'

Anic Portfolio¶

Today¶

Return: -0.025 %¶

This Week¶

Return: -0.025 %¶

Total¶

Return: 73.682 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Investor A 16 -0.180000 3540.800000 4.800000 0.140000 3536.000000
Indutrade 5 0.800000 1319.500000 2.500000 0.190000 1317.000000
NCC B 7 1.410000 653.800000 2.100000 0.320000 651.700000
Embracer Group B 26 2.170000 661.570000 1.950000 0.300000 659.620000
Latour B 2 0.850000 449.600000 1.200000 0.270000 448.400000
Creades A 7 1.220000 609.700000 1.050000 0.170000 608.650000
Fortnox 10 -0.360000 666.400000 0.800000 0.120000 665.600000
Sdiptech B 3 2.010000 820.800000 0.600000 0.070000 820.200000
NCC A 6 0.610000 597.600000 0.000000 0.000000 597.600000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Sampo Oyj SDB 1 0.200000 504.000000 0.000000 0.000000 504.000000
Xvivo Perfusion 3 -0.530000 843.000000 0.000000 0.000000 843.000000
New Wave B 20 1.560000 3906.000000 0.000000 0.000000 3906.000000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Wästbygg Gruppen B 80 3.770000 2864.000000 0.000000 0.000000 2864.000000
Biotage 4 -0.130000 600.800000 0.000000 0.000000 600.800000
BHG Group 49 -2.990000 637.000000 -0.490000 -0.080000 637.490000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
Addtech B 3 1.840000 697.800000 -0.600000 -0.090000 698.400000
SCA A 4 -0.930000 597.600000 -0.800000 -0.130000 598.400000
Volati 5 1.780000 572.000000 -1.000000 -0.170000 573.000000
Lime Technologies 2 6.490000 591.000000 -1.000000 -0.170000 592.000000
Ambea 68 2.370000 2529.600000 -1.360000 -0.050000 2530.960000
Lundin Gold 7 0.730000 970.200000 -1.400000 -0.140000 971.600000
SynAct Pharma 9 1.430000 639.900000 -2.700000 -0.420000 642.600000
BONESUPPORT HOLDING 10 1.000000 1218.000000 -3.000000 -0.250000 1221.000000
Humana 40 0.600000 668.000000 -4.000000 -0.600000 672.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
TOTAL 33215.020000 -34.150000 -0.02578% 33249.170000

Updated:¶

'2023-06-07 15:27:43.952635'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶